So, Robin D. Laws wrote this review type thing on Casino Royale. He says that it treats Bond as a dramatic character rather than an iconic character. This is a concept that I've never formally considered; I was always sort of vaguely aware of it, but not in any specific way.
It got me to thinking. Maybe the distinction that the Oblivion main quest makes is not between main character and non-main character, as I had previously surmised, but between dramatic character and iconic character. You are an iconic character in that you embody the theme; you express it through your actions. You don't have to learn it, because you already know it.
It works in Oblivion because of the particular nature of the theme: it is not the intentions of gods but the actions of mortals that shape the world and its fate. (At least, that's the theme I picked out of it.) In a video game, that works pretty well, since as the player character you're automatically the only character with any real control over your destiny. It might not work so well if you had to embody some other principle.